The multifractal structure of high frequency foreign exchange rate fluctuations
By: by Antonis Demos and Christos Vassilicos.
Contributors: Vassilicos, Christos.
Series: Financial markets discussion paper series / London School of Economics, Financial Markets Group -- no.195; Financial markets discussion paper (London School of Economics, Financial Markets Group) -- no.195.
Publisher: London School of Economics, Financial Markets Group
Published: 1994
Place of publication: London
Language: eng